Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.09% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'509 CHF | 96'509 CHF | 95.88% | 95.88% |
19.11.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'104 CHF | 85'104 CHF | 99.61% | 99.61% |
18.11.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'393 CHF | 42'393 CHF | 95.75% | 95.75% |
15.11.2024 | 2.18% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 68'006 CHF | 69'506 CHF | 95.83% | 95.83% |
14.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 79'159 CHF | 80'659 CHF | 95.84% | 95.84% |
13.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 77'586 CHF | 79'086 CHF | 99.84% | 99.84% |
12.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 78'088 CHF | 79'588 CHF | 99.66% | 99.66% |
11.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'219 CHF | 84'719 CHF | 95.67% | 95.67% |
08.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 76'575 CHF | 78'075 CHF | 99.93% | 99.93% |
07.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'897 CHF | 75'397 CHF | 95.75% | 95.75% |